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"Time series analysis and its applications with R examples"

chap 3 ARIMA Models

page-109

Table 3.1 Behavior of the ACF and PACF for Causal and

          Invertible ARMA Models

      AR(p)      MA(q)    ARMA(p, q)

ACF  Tails off  Cuts off   Tails off

              after lag q

PACF Cuts off   Tails off  Tails off

   after lag p

page-156

Table 3.2 Behavior of the ACF and PACF for Causal and

          Invertible Pure Seasonal ARMA Models